This section presents the method of calculating the unexpected loss (UL) capital requirements for corporate, sovereign and bank exposures. As discussed in proceeding paragraphs, one risk-weight function is provided for determining the capital requirement for all three asset classes with one exception. Supervisory risk weights are provided for each of the specialised lending sub-classes of corporates, and a separate risk-weight function is also provided for HVCRE. Then the risk components are discussed. The method of calculating expected losses, and for determining the difference between that measure and provisions is described in section CA-5.7.